Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'904 CHF | 80'904 CHF | 98.61% | 98.61% |
15.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 99'183 | 98'979 | 85'625 CHF | 86'440 CHF | 98.95% | 98.95% |
14.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'958 CHF | 87'958 CHF | 100.00% | 100.00% |
13.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'595 CHF | 85'595 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'905 CHF | 81'905 CHF | 100.00% | 100.00% |
08.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'426 CHF | 75'426 CHF | 100.00% | 100.00% |
07.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'364 CHF | 75'364 CHF | 96.44% | 96.44% |
06.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'934 CHF | 72'934 CHF | 94.79% | 94.79% |
03.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'144 CHF | 69'144 CHF | 98.52% | 98.52% |
02.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'520 CHF | 65'520 CHF | 99.12% | 99.12% |